2.03Open0.60Pre Close1.20K Volume668 Open Interest177.50Strike Price535.69KTurnover45.20%IV0.02%PremiumDec 6, 2024Expiry Date5.47Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9171Delta0.0402Gamma30.72Leverage Ratio-0.3032Theta-0.0032Rho-28.17Eff Leverage0.0130Vega